Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47494.99 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46097.0 Kr¶

PnL: ---------------------------------------> -791.57 Kr¶

DD now: ---------------------------------> -2.334 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 15:56:47.255527'

Anic Portfolio¶

Today¶

Return: 0.391 %¶

This Week¶

Return: -0.872 %¶

Total¶

Return: 55.486 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 0.760000 2793.000000 157.000000 5.960000 2636.000010
HMS Networks 2 -1.060000 782.400000 109.400000 16.260000 673.000000
Nordea Bank Abp 29 0.720000 3508.420000 54.420000 1.580000 3453.999992
SAAB B 8 -0.490000 3426.400000 49.400000 1.460000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 3.280000 402.600000 47.600000 13.410000 355.000000
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
Resurs Holding 22 2.560000 608.960000 34.960000 6.090000 573.999998
Corem Property Group B 59 0.890000 604.160000 27.160000 4.710000 576.999999
Boozt 12 0.500000 1680.000000 26.000000 1.570000 1653.999996
Swedbank A 3 2.060000 587.700000 23.700000 4.200000 564.000000
AcadeMedia 12 0.250000 580.080000 23.080000 4.140000 557.000004
OEM International B 7 0.000000 546.000000 18.000000 3.410000 527.999997
Intrum 4 -0.220000 543.600000 16.600000 3.150000 527.000000
Securitas B 6 1.520000 584.880000 14.880000 2.610000 570.000000
Eastnine 4 0.160000 504.800000 13.800000 2.810000 491.000000
Norva24 Group 16 -0.170000 552.960000 9.960000 1.830000 543.000000
Samhällsbyggnadsbo. i Norden D 12 2.820000 253.680000 7.680000 3.120000 246.000000
Creaspac SPAC 6 0.310000 582.600000 5.600000 0.970000 577.000002
Fastighetsbolag. Emilshus Pref 21 -1.460000 567.000000 5.000000 0.890000 562.000005
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Coor Service Management Hold. 8 0.150000 536.400000 4.400000 0.830000 532.000000
Handelsbanken A 5 0.140000 540.750000 -5.250000 -0.960000 546.000000
Midsona B 63 -0.330000 566.370000 -16.630000 -2.850000 582.999984
International Petroleum Corp. 5 3.990000 574.000000 -20.570000 -3.460000 594.565215
CTEK 13 -4.090000 508.950000 -25.050000 -4.690000 533.999999
Essity B 2 -2.290000 536.600000 -37.400000 -6.520000 574.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 -1.640000 1080.000000 -69.000000 -6.010000 1149.000000
Sampo Oyj SDB 7 0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 2.130000 3689.000000 -122.000000 -3.200000 3810.999990
Beijer Electronics Group 26 0.370000 2813.200000 -157.800000 -5.310000 2971.000006
OX2 18 1.650000 1441.800000 -222.200000 -13.350000 1663.999992
Axfood 13 0.450000 3484.000000 -272.000000 -7.240000 3756.000001
Ovzon 52 0.190000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 46097.750000 -790.820000 -2.33221% 46888.564618

Updated:¶

'2023-01-27 15:56:33.105595'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶